+167.6%
SYK vs FN
+927.1%
-759.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.5% | -1.6% |
| 7D | -12.3% | +2.3% | -14.6% | -12.6% |
| 30D | -22.4% | -23.2% | +0.7% | -20.4% |
| 3M | -12.3% | -30.4% | +18.0% | -9.8% |
| 6M | -24.3% | -25.6% | +1.3% | -24.2% |
| YTD | -22.8% | -11.3% | -11.5% | -25.4% |
| 1Y | -28.8% | +8.4% | -37.2% | -34.0% |
| 3Y | -4.0% | +166.2% | -170.2% | -29.1% |
| 5Y | +3.8% | +290.3% | -286.5% | -31.9% |
| All | +167.6% | +927.1% | -759.5% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling